eBook - PDF

Computational Finance Using C and C#

Name: Computational Finance Using C and C#
Author: George Levy

George Levy,

384 pages
English
PDF
Available on iOS & Android

eBook - PDF

Computational Finance Using C and C#

George Levy,

About this book

Computational Finance Using C and C# raises computational finance to the next level using the languages of both standard C and C#. The inclusion of both these languages enables readers to match their use of the book to their firm's internal software and code requirements. The book also provides derivatives pricing information for equity derivates (vanilla options, quantos, generic equity basket options); interest rate derivatives (FRAs, swaps, quantos); foreign exchange derivatives (FX forwards, FX options); and credit derivatives (credit default swaps, defaultable bonds, total return swaps).This book is organized into 8 chapters, beginning with an overview of financial derivatives followed by an introduction to stochastic processes. The discussion then shifts to generation of random variates; European options; single asset American options; multi-asset options; other financial derivatives; and C# portfolio pricing application. The text is supported by a multi-tier website which enables purchasers of the book to download free software, which includes executable files, configuration files, and results files. With these files the user can run the C# portfolio pricing application and change the portfolio composition and the attributes of the deals.This book will be of interest to financial engineers and analysts as well as numerical analysts in banking, insurance, and corporate finance.- Illustrates the use of C# design patterns, including dictionaries, abstract classes, and.NET InteropServices

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Yes, you can access Computational Finance Using C and C# by George Levy in PDF and/or ePUB format, as well as other popular books in Economics & Information Management. We have over one million books available in our catalogue for you to explore.